Exact simulation of IG-OU processes (Q1042535)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Exact simulation of IG-OU processes
scientific article

    Statements

    Exact simulation of IG-OU processes (English)
    0 references
    0 references
    0 references
    14 December 2009
    0 references
    inverse Gaussian
    0 references
    Lévy process
    0 references
    process of Ornstein-Uhlenbeck type
    0 references
    random sample generation
    0 references
    estimating function
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references